+47.9%
DE vs TSLQ
-50.5%
+98.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.0% | -12.1% | +0.1% |
| 7D | +10.0% | -5.8% | +15.8% | +9.9% |
| 30D | +13.3% | -22.1% | +35.4% | +12.8% |
| 3M | +17.5% | +10.1% | +7.5% | +18.1% |
| 6M | +13.6% | -6.8% | +20.3% | +14.3% |
| YTD | +49.8% | +8.5% | +41.3% | +50.1% |
| 1Y | +47.9% | -49.7% | +97.6% | +54.9% |
| All | +47.9% | -50.5% | +98.4% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TSLQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling